Риск-параметры

Динамические риск-параметры процентных рисков на валютном рынке

Инструмент Дата расчетов Диа-пазон Начало диапазона, шт. Конец диапазона, шт. Нижняя граница, руб. Верхняя граница, руб. Центральный индикативный курс, руб. Нижняя граница, % Верхняя граница, % Центральный индикативный курс, % Центральный курс, руб. Дата и время фиксации/ изменения параметров
BYN 08.12.2020 1 0 -0.031600 0.031600 0.000000 -40.00 40.00 0.00 28.800000 04.12.2020 19:28:44
CHF 08.12.2020 1 0 -0.080500 0.101400 0.010500 -35.40 44.60 4.60 82.966400 04.12.2020 19:28:44
CNY 08.12.2020 1 0 -0.011671 0.013174 0.000752 -37.58 42.42 2.42 11.335900 04.12.2020 19:28:44
CNY 09.12.2020 1 0 -0.007814 0.010820 0.001503 -12.58 17.42 2.42 11.335900 04.12.2020 19:28:44
CNY 15.12.2020 1 0 -0.025045 0.034585 0.004770 -10.08 13.92 1.92 11.335900 04.12.2020 19:28:44
CNY 22.12.2020 1 0 -0.038620 0.054552 0.007966 -8.29 11.71 1.71 11.335900 04.12.2020 19:28:44
CNY 11.01.2021 1 0 -0.097939 0.119462 0.010761 -9.01 10.99 0.99 11.335900 04.12.2020 19:28:44
CNY 08.02.2021 1 0 -0.136963 0.176095 0.019566 -7.00 9.00 1.00 11.335900 04.12.2020 19:28:44
CNY 09.03.2021 1 0 -0.200294 0.256868 0.028287 -7.01 8.99 0.99 11.335900 04.12.2020 19:28:44
CNY 08.06.2021 1 0 -0.105713 0.235296 0.064792 -1.86 4.14 1.14 11.335900 04.12.2020 19:28:44
EUR 08.12.2020 1 0 -0.088000 0.108800 0.010400 -35.77 44.23 4.23 89.753000 04.12.2020 19:28:44
EUR 09.12.2020 1 0 -0.052700 0.094900 0.021100 -10.71 19.29 4.29 89.753000 04.12.2020 19:28:44
EUR 15.12.2020 1 0 -0.149300 0.322800 0.086800 -7.59 16.41 4.41 89.753000 04.12.2020 19:28:44
EUR 22.12.2020 1 0 -0.209500 0.528200 0.159300 -5.68 14.32 4.32 89.753000 04.12.2020 19:28:44
EUR 11.01.2021 1 0 -0.112700 0.920000 0.403600 -1.31 10.69 4.69 89.753000 04.12.2020 19:28:44
EUR 08.02.2021 1 0 0.094500 1.333800 0.714200 0.61 8.61 4.61 89.753000 04.12.2020 19:28:44
EUR 09.03.2021 1 0 0.368700 1.726100 1.047400 1.63 7.63 4.63 89.753000 04.12.2020 19:28:44
EUR 08.06.2021 1 0 0.981000 3.231000 2.106000 2.18 7.18 4.68 89.753000 04.12.2020 19:28:44
EUR 08.09.2021 1 0 1.494400 4.875600 3.185000 2.21 7.21 4.71 89.753000 04.12.2020 19:28:44
EUR 08.12.2021 1 0 2.025000 6.524900 4.274900 2.25 7.25 4.75 89.753000 04.12.2020 19:28:44
EURF 08.12.2020 1 0 -0.088000 0.108800 0.010400 -35.77 44.23 4.23 89.753000 04.12.2020 19:28:44
GBP 08.12.2020 1 0 -0.099000 0.119200 0.010100 -36.30 43.70 3.70 99.587500 04.12.2020 19:28:44
GLD 08.12.2020 1 0 -1.266100 2.313900 0.523900 -10.61 19.39 4.39 4 355.715800 04.12.2020 19:28:44
GLD 09.12.2020 1 0 -2.532300 4.627800 1.047800 -10.61 19.39 4.39 4 355.715800 04.12.2020 19:28:44
GLD 15.12.2020 1 0 -7.637400 15.274800 3.818700 -8.00 16.00 4.00 4 355.715800 04.12.2020 19:28:44
GLD 11.01.2021 1 0 -25.394400 58.139900 16.372700 -6.08 13.92 3.92 4 355.715800 04.12.2020 19:28:44
GLD 08.06.2021 1 0 28.608100 159.637600 94.122800 1.31 7.31 4.31 4 355.715800 04.12.2020 19:28:44
HKD 08.12.2020 1 0 -0.009621 0.011283 0.000831 -36.82 43.18 3.18 9.537800 04.12.2020 19:28:44
JPY 08.12.2020 1 0 -0.069900 0.085600 0.007900 -35.95 44.05 4.05 70.960000 04.12.2020 19:28:44
KZT 08.12.2020 1 0 -0.021900 0.016700 -0.002600 -45.44 34.56 -5.44 17.590000 04.12.2020 19:28:44
KZT 09.12.2020 1 0 -0.019700 0.009200 -0.005200 -20.44 9.56 -5.44 17.590000 04.12.2020 19:28:44
KZT 15.12.2020 1 0 -0.069300 0.023200 -0.023100 -17.98 6.02 -5.98 17.590000 04.12.2020 19:28:44
KZT 22.12.2020 1 0 -0.117100 0.027500 -0.044800 -16.20 3.80 -6.20 17.590000 04.12.2020 19:28:44
KZT 11.01.2021 1 0 -0.255400 0.082000 -0.086700 -15.14 4.86 -5.14 17.590000 04.12.2020 19:28:44
KZT 08.02.2021 1 0 -0.399200 0.086500 -0.156400 -13.15 2.85 -5.15 17.590000 04.12.2020 19:28:44
KZT 09.03.2021 1 0 -0.575000 0.134300 -0.220400 -12.97 3.03 -4.97 17.590000 04.12.2020 19:28:44
KZT 08.06.2021 1 0 -0.677300 -0.148200 -0.412700 -7.68 -1.68 -4.68 17.590000 04.12.2020 19:28:44
SLV 08.12.2020 1 0 -0.016600 0.030400 0.006900 -10.60 19.40 4.40 57.200000 04.12.2020 19:28:44
SLV 09.12.2020 1 0 -0.033200 0.060800 0.013800 -10.60 19.40 4.40 57.200000 04.12.2020 19:28:44
SLV 15.12.2020 1 0 -0.099900 0.201000 0.050500 -7.97 16.03 4.03 57.200000 04.12.2020 19:28:44
SLV 11.01.2021 1 0 -0.323100 0.773900 0.225400 -5.89 14.11 4.11 57.200000 04.12.2020 19:28:44
SLV 08.06.2021 1 0 0.378600 2.099300 1.238900 1.32 7.32 4.32 57.200000 04.12.2020 19:28:44
TRY 08.12.2020 1 0 -0.012216 0.008502 -0.001857 -47.17 32.83 -7.17 9.452600 04.12.2020 19:28:44
USD 08.12.2020 1 0 -0.073600 0.088400 0.007400 -36.34 43.66 3.66 73.910800 04.12.2020 19:28:44
USD 09.12.2020 1 0 -0.045800 0.075700 0.014900 -11.31 18.69 3.69 73.910800 04.12.2020 19:28:44
USD 15.12.2020 1 0 -0.134100 0.254700 0.060300 -8.28 15.72 3.72 73.910800 04.12.2020 19:28:44
USD 22.12.2020 1 0 -0.191700 0.415800 0.112100 -6.31 13.69 3.69 73.910800 04.12.2020 19:28:44
USD 11.01.2021 1 0 -0.178600 0.671900 0.246600 -2.52 9.48 3.48 73.910800 04.12.2020 19:28:44
USD 08.02.2021 1 0 -0.049800 0.970800 0.460500 -0.39 7.61 3.61 73.910800 04.12.2020 19:28:44
USD 09.03.2021 1 0 0.124800 1.242600 0.683700 0.67 6.67 3.67 73.910800 04.12.2020 19:28:44